Even in The Federalist, the brilliant propaganda papers for ratification of the Constitution (largely written by Alexander Hamilton and James Madison), the United States are constantly referred to as the Confederacy and a confederate republic, as opposed to a single consolidated or monolithic state. Members of a confederacy are by definition free to withdraw from it.
Hamilton and Madison hoped secession would never happen, but they never denied that it was a right and a practical possibility. They envisioned the people taking arms against the federal government if it exceeded its delegated powers or invaded their rights, and they admitted that this would be justified. Secession, including the resort to arms, was the final remedy against tyranny. (This is the real point of the Second Amendment.)
That was my thinking. A state is a sovereign that voluntarily joined a group of United States (look at the term and its proper grammatical usage closely) for mutual defense and benefit. The state should be free to leave when it no longer see a benefit.